+5,475.1%
MU vs CME
+8,256.4%
-2,781.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | -15.2% | +1.7% | -16.9% | -15.8% |
| 30D | -29.5% | +10.2% | -39.7% | -32.7% |
| 3M | -15.8% | +17.8% | -33.6% | -22.2% |
| 6M | -2.9% | +11.0% | -13.9% | -10.2% |
| YTD | +154.2% | +17.0% | +137.2% | +126.6% |
| 1Y | +186.6% | +15.8% | +170.8% | +156.0% |
| 3Y | +871.5% | +61.8% | +809.7% | +612.0% |
| 5Y | +911.7% | +72.5% | +839.2% | +605.5% |
| 10Y | +4,277.4% | +288.0% | +3,989.4% | +1,855.2% |
| All | +5,475.1% | +8,256.4% | -2,781.4% | +738.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling